At present, the risk of myocardial damage by endurance exercise is under debate because of reports on exercise-associated increases in cardiac biomarkers troponin and B-type natriuretic peptide (BNP); these markers are typically elevated in patients with acute myocardial infarction and chronic heart failure, respectively. Exercise-associated elevations of cardiac biomarkers can be present in elite and in recreational athletes, especially after prolonged and strenuous endurance exercise bouts (e.g., marathon and ultratriathlon). However, in contrast to cardiac patients, it is still unclear if the exercise-associated appearance or increase in cardiac biomarkers in obviously healthy athletes represents clinically significant cardiac insult or is indeed part of the physiological response to endurance exercise. In addition, elevations in cardiac biomarkers in athletes after exercise may generate difficulties for clinicians in terms of differential diagnosis and may result in inappropriate consequences. Therefore, the aim of this article is to provide an overview of exercise-associated alterations of the cardiac biomarkers troponin T and I, ischemia-modified albumin, BNP, and its cleaved inactive fragment N-terminal pro BNP for the athlete, coach, scientist, and clinician.